Mr. Lee

[ciro1963]

Hello,

I'm attempting to run multiple instruments through a single strategy. As an example, I would like to use the stochastics oscillator but pass different values of D's and K's for each instrument in a single script .I'm using the 'add' function in the initialize to add the different instruments to the script. Is this doable? Can you show me the proper form for using the stochastic oscillator on different bars arrays? Thank you.


protectedoverridevoid Initialize()
{

Add("AAPL", PeriodType.Minute, 60);
Add("AIG", PeriodType.Minute, 60);




CalculateOnBarClose = true;
}
protectedoverridevoid OnBarUpdate()

{
if (Stochastics(BarsArray[2],7, 14, 3).D[0] < Variable0)
{
nShares = (int) (1000/High[2]);
EnterLong(nShares,"BuyMkt2");

}
if (Stochastics(BarsArray[2],6, 15, 3).D[0] < Variable1)
{
nShares = (int) (1000/High[2]);
EnterLong(nShares,"BuyMkt2");

}

}

[NinjaTrader_ChelseaB]

Hello ciro1963,

The usage of BarsArray[2] (referring to the AIG added series) is correctly being supplied as a parameter to the Stochastics method.

Are you receiving any error messages when compiling the script?

If so, what do these say?

The logic for the script, however, may have some items that would cause run-time errors.

When adding multiple series its important to ensure each series has enough bars.

When calling High[2] this would cause an error if called on the first bar as on the first bar there will not be a bar 2 bars ago.

To prevent indexing errors check current bar is greater than 2 for each series.

if (CurrentBars[0] < 2 && CurrentBars[1] < 2 && CurrentBars[2] < 2)
return;

Below are publicly available links to the help guide.

http://ninjatrader.com/support/helpGuides/nt7/currentbars.htm

http://ninjatrader.com/support/helpGuides/nt7/barsinprogress.htm

http://ninjatrader.com/support/helpGuides/nt7/multi_time_frame__instruments.htm

http://ninjatrader.com/support/helpGuides/nt7/highs.htm

[ciro1963]

Thank you ChelseaB. One more question with regard to the following line...

, if (Stochastics(BarsArray[2],7, 14, 3).D[0] < Variable0)

Can you tell me the significance of .D[0] ? I don't get any error as would be the case if it were just .D. I thought D was just a constant. I've used the following statement before without error. Why does the statement need to follow the above syntax when dealing with different bars arrays?

Stochastics(D, K, 3).D, 1, 0) > Variable0.

Thanks again!

[NinjaTrader_ChelseaB]

Hello ciro1963,

The .D[0] refers to the most recent value of the D plot. The Stochastics indicator has two plots, the D plot and the K plot.

These are both of the type Series<double>.

Below are publicly available links to the help guide on Stochastics and Series<Type>.

http://ninjatrader.com/support/helpGuides/nt8/en-us/stochastics.htm

http://ninjatrader.com/support/helpGuides/nt8/en-us/seriest.htm

[ciro1963]

Thank you Chelsea. That's what I thought.

How do I use the BarsSinceExit() command when dealing with multiple instruments? As you can see in the script I posted, I have multiple barsarrays in use. Do I use some sort of specifier for the particular instrument? In my script I have AIG as BarsArray[3].

[NinjaTrader_ChelseaB]

Hello ciro196,

The BarsSinceExit() should use the same BarsInProgress value that the entry order was submitted on.

BarsSinceExit(int barsInProgressIndex, string signalName, int exitsAgo)

If the entry is placed on BarsInProgress 2, then the check for BarsSinceExit() should be on BarsInprogress 2.

Below is a publicly available link to the help guide on BarsInProgress.

http://ninjatrader.com/support/helpGuides/nt7/barsinprogress.htm

And BarsSinceExit().

http://ninjatrader.com/support/helpGuides/nt7/barssinceexit.htm